WTI2.DE vs. AIAA.DE
WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) and AIAA.DE (iShares AI Adopters & Applications UCITS ETF USD (Acc)) are both Technology Equities funds - WTI2.DE tracks the Nasdaq CTA Artificial Intelligence while AIAA.DE tracks the STOXX Global AI Adopters and Applications Index. Both are passively managed. Over the past year, WTI2.DE returned 85.59% vs 6.08% for AIAA.DE. A 0.69 correlation means they provide meaningful diversification when combined. WTI2.DE charges 0.40%/yr vs 0.35%/yr for AIAA.DE.
Performance
WTI2.DE vs. AIAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTI2.DE achieves a 49.52% return, which is significantly higher than AIAA.DE's -1.50% return.
WTI2.DE
- 1D
- -0.85%
- 1M
- 17.78%
- YTD
- 49.52%
- 6M
- 47.97%
- 1Y
- 85.59%
- 3Y*
- 30.72%
- 5Y*
- 17.06%
- 10Y*
- —
AIAA.DE
- 1D
- 1.37%
- 1M
- 4.93%
- YTD
- -1.50%
- 6M
- -1.86%
- 1Y
- 6.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTI2.DE vs. AIAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc | 49.52% | 9.72% | -0.94% |
AIAA.DE iShares AI Adopters & Applications UCITS ETF USD (Acc) | -1.50% | 5.44% | -1.65% |
Correlation
The correlation between WTI2.DE and AIAA.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.69 |
The correlation between WTI2.DE and AIAA.DE has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
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Return for Risk
WTI2.DE vs. AIAA.DE — Risk / Return Rank
WTI2.DE
AIAA.DE
WTI2.DE vs. AIAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) and iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| WTI2.DE | AIAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.86 | ||
| Sortino ratioReturn per unit of downside risk | +3.18 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.09 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 5.80 | 0.46 | +5.34 |
| Martin ratioReturn relative to average drawdown | 18.86 | 1.20 | +17.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTI2.DE | AIAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.32 | 0.46 | +2.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.08 | +0.84 |
Drawdowns
WTI2.DE vs. AIAA.DE - Drawdown Comparison
The maximum WTI2.DE drawdown since its inception was -40.18%, which is greater than AIAA.DE's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for WTI2.DE and AIAA.DE.
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Drawdown Indicators
| WTI2.DE | AIAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -24.42% | -15.76% |
Max Drawdown (1Y)Largest decline over 1 year | -15.08% | -13.31% | -1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -35.27% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -40.18% | — | — |
Current DrawdownCurrent decline from peak | -1.11% | -4.34% | +3.23% |
Average DrawdownAverage peak-to-trough decline | -11.09% | -7.45% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 5.12% | -0.47% |
Volatility
WTI2.DE vs. AIAA.DE - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a higher volatility of 9.87% compared to iShares AI Adopters & Applications UCITS ETF USD (Acc) (AIAA.DE) at 3.63%. This indicates that WTI2.DE's price experiences larger fluctuations and is considered to be riskier than AIAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTI2.DE | AIAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.87% | 3.63% | +6.24% |
Volatility (6M)Calculated over the trailing 6-month period | 19.17% | 10.08% | +9.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.36% | 13.43% | +12.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.39% | 17.46% | +8.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.77% | 17.46% | +9.31% |
WTI2.DE vs. AIAA.DE - Expense Ratio Comparison
WTI2.DE has a 0.40% expense ratio, which is higher than AIAA.DE's 0.35% expense ratio.
Dividends
WTI2.DE vs. AIAA.DE - Dividend Comparison
Neither WTI2.DE nor AIAA.DE has paid dividends to shareholders.
Frequently Asked Questions
WTI2.DE and AIAA.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AIAA.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AIAA.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for WTI2.DE.
WTI2.DE tracks Nasdaq CTA Artificial Intelligence, while AIAA.DE tracks STOXX Global AI Adopters and Applications Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.40% for WTI2.DE and 0.35% for AIAA.DE.
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